Dynamic convex risk measures
| Year of publication: |
2004
|
|---|---|
| Authors: | Fritelli, Marco ; Rosazza Gianin, Emanuela |
| Published in: |
Risk measures for the 21st century. - Chichester [u.a.] : Wiley, ISBN 0-470-86154-1. - 2004, p. 227-248
|
| Subject: | Risiko | Risk | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk | Zeitkonsistenz | Time consistency |
-
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg, (2016)
-
Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong, (2018)
-
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan, (2018)
- More ...
-
Putting order in risk measures
Fritelli, Marco, (2002)
-
Capital allocation rules and acceptance sets
Canna, Gabriele, (2020)
-
Risk aversion loss aversion, and the demand for insurance
Eeckhoudt, Louis, (2018)
- More ...